+214.2%
GDX vs CDNS
+1,496.0%
-1,281.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -1.3% |
| 7D | -0.4% | -14.0% | +13.6% | +2.8% |
| 30D | +18.6% | -13.2% | +31.8% | +22.2% |
| 3M | +14.9% | -28.9% | +43.8% | +23.4% |
| 6M | -6.3% | -4.2% | -2.1% | -5.9% |
| YTD | +15.7% | -6.4% | +22.1% | +16.5% |
| 1Y | +54.8% | -16.2% | +71.1% | +59.0% |
| 3Y | +253.4% | +20.2% | +233.3% | +227.5% |
| 5Y | +219.7% | +76.6% | +143.0% | +166.9% |
| 10Y | +300.2% | +1,029.7% | -729.5% | +114.9% |
| All | +214.2% | +1,496.0% | -1,281.8% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CDNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling